A quanto swap is a cross-currency derivative that allows interest rate exchanges in different currencies, settled in the same ...

Discover the ins and outs of fixed-for-fixed currency swaps, where parties exchange fixed interest payments across different ...

A surge in U.S. dollar borrowing costs against the euro and the yen in the closing days of 2017 has cast the spotlight on cross-currency basis swaps. The premium paid to borrow the greenback in ...

Interest rate swaps are used by institutions and businesses to manage cash flows and interest rate exposure. Swaps involve the exchange of cash flows between two parties, with an intermediary handling ...

There used to be a fair degree of certainty that the terms of the cross-currency swap would have been agreed before, or at ...

Commentators are going back to their old habit of comparing the raw yields on 10-year bonds and making assertions about what this means about implied credit quality. The “easiest” way to get a hedged ...

Interest rate swap spreads have gone ballistic this month, a sign that things are not well across the eurodollar’s world. And that’s putting it mildly. The 10-year spread which compares the rate for ...

To continue reading this content, please enable JavaScript in your browser settings and refresh this page. Interest rates have been a persistent challenge for ...

A quanto swap is a cross-currency interest rate swap where one counterparty pays the other a foreign interest rate. When the contract expires, the notional amount gets settled in cash at a pre-defined ...